ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 09-Jun-2011

Day Change Summary
	Previous	Current
	08-Jun-2011	09-Jun-2011	Change	Change %	Previous Week
Open	120-272	121-040	0-088	0.2%	120-062
High	121-080	121-075	-0-005	0.0%	120-310
Low	120-262	120-227	-0-035	-0.1%	119-300
Close	121-037	120-250	-0-107	-0.3%	120-212
Range	0-138	0-168	0-030	21.7%	1-010
ATR	0-128	0-131	0-003	2.3%	0-000
Volume	18,939	13,746	-5,193	-27.4%	1,041,834

Daily Pivots for day following 09-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-155	122-050	121-022
R3	121-307	121-202	120-296
R2	121-139	121-139	120-281
R1	121-034	121-034	120-265	121-002
PP	120-291	120-291	120-291	120-275
S1	120-186	120-186	120-235	120-154
S2	120-123	120-123	120-219
S3	119-275	120-018	120-204
S4	119-107	119-170	120-158

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-197	123-055	121-074
R3	122-187	122-045	120-303
R2	121-177	121-177	120-272
R1	121-035	121-035	120-242	121-106
PP	120-167	120-167	120-167	120-203
S1	120-025	120-025	120-182	120-096
S2	119-157	119-157	120-152
S3	118-147	119-015	120-121
S4	117-137	118-005	120-030

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-080	120-145	0-255	0.7%	0-135	0.3%	41%	False	False	32,006
10	121-080	119-182	1-218	1.4%	0-137	0.4%	72%	False	False	307,079
20	121-080	118-275	2-125	2.0%	0-125	0.3%	80%	False	False	500,994
40	121-080	116-237	4-163	3.7%	0-126	0.3%	90%	False	False	536,039
60	121-080	116-047	5-033	4.2%	0-137	0.4%	91%	False	False	555,353
80	121-080	115-060	6-020	5.0%	0-144	0.4%	92%	False	False	542,501
100	121-080	115-040	6-040	5.1%	0-132	0.3%	92%	False	False	434,902

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	123-149
2.618	122-195
1.618	122-027
1.000	121-243
0.618	121-179
HIGH	121-075
0.618	121-011
0.500	120-311
0.382	120-291
LOW	120-227
0.618	120-123
1.000	120-059
1.618	119-275
2.618	119-107
4.250	118-153

Fisher Pivots for day following 09-Jun-2011
Pivot	1 day	3 day
R1	120-311	120-284
PP	120-291	120-272
S1	120-270	120-261

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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